Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset
2021 ◽
pp. 1-10
2020 ◽
Vol 54
◽
pp. 100925
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2013 ◽
Vol 26
(1)
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pp. 145-149
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2009 ◽
Vol 53
(10)
◽
pp. 3593-3600
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Keyword(s):
2013 ◽
Vol 45
(02)
◽
pp. 545-571
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2015 ◽
Vol 27
(2)
◽
pp. 233-247
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Keyword(s):